A subclass of type G selfdecomposable distributions on R^d

DOI10.1007/S10959-007-0129-3MaRDI QIDQ2481397zbMATH OpenOpenAlexFDO

Authors Takahiro Aoyama, M. Maejima, Jan Rosiński

Publication date 9 April 2008

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0129-3

zbMATH Keywords

infinitely divisible distributionsself-decomposable distributionsBondesson's generalized gamma convolution familyGoldie-Steutel theoremThorin class of distributionstype G distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Multivariate distribution of statistics (62H10)

Recommendations

• Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
• Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
• Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• Factorization property of generalized \(s\)-selfdecomposable measures and class \(L^f\) distributions

Cites work

• scientific article; zbMATH DE number 4201251 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Additive processes and stochastic integrals
• Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• Type \(G\) distributions on \({\mathbb R}^d\)

Cited in

(21)

• A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\)
• On a new class of tempered stable distributions: moments and regular variation
• On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals
• On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes
• Nested subclasses of the class of -selfdecomposable distributions
• Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
• Fractional integrals and extensions of selfdecomposability
• scientific article; zbMATH DE number 5205670 (Why is no real title available?)
• Generalized Lévy stochastic areas and selfdecomposability.
• On certain subclasses of the classes \(L_c\)
• Classes of infinitely divisible distributions and examples
• Random matrix models for datasets with fixed time horizons
• Stochastic integral and series representations for strictly stable distributions
• Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
• Random matrix models of stochastic integral type for free infinitely divisible distributions
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• Fixed points of mappings of infinitely divisible distributions on
• Some multivariate infinitely divisible distributions and their projections
• Correction and addendum to "On mixtures of the normal distribution by the generalized gamma convolutions"
• Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
• The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

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